Anic Equity¶

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Total return since start: 0.569 %¶

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Equity now: -----------------------------> 47918.78 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46523.83 Kr¶

PnL: ---------------------------------------> -364.74 Kr¶

DD now: ---------------------------------> -1.462 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-23 17:09:27.955947'

Anic Portfolio¶

Today¶

Return: 0.012 %¶

This Week¶

Return: 0.012 %¶

Total¶

Return: 56.874 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 2.150000 3213.600000 242.600000 8.170000 2971.000006
HEBA B 70 2.030000 2810.500000 174.500000 6.620000 2636.000010
Corem Property Group B 59 3.560000 635.430000 58.430000 10.130000 576.999999
HMS Networks 2 5.140000 720.000000 47.000000 6.980000 673.000000
AcadeMedia 12 1.640000 603.000000 46.000000 8.260000 557.000004
MedCap 2 4.270000 464.000000 43.000000 10.210000 421.000000
Samhällsbyggnadsbo. i Norden B 20 4.280000 396.900000 41.900000 11.800000 355.000000
FM Mattsson Mora Group B 50 -0.340000 2965.000000 38.000000 1.300000 2927.000000
Boozt 12 0.140000 1688.400000 34.400000 2.080000 1653.999996
Resurs Holding 22 0.370000 603.240000 29.240000 5.090000 573.999998
Norva24 Group 16 0.570000 563.200000 20.200000 3.720000 543.000000
SAAB B 8 -1.260000 3396.800000 19.800000 0.590000 3377.000000
OEM International B 7 0.130000 546.700000 18.700000 3.540000 527.999997
Intrum 4 1.790000 545.600000 18.600000 3.530000 527.000000
Eastnine 4 0.000000 508.800000 17.800000 3.630000 491.000000
Fastighetsbolag. Emilshus Pref 21 1.670000 576.450000 14.450000 2.570000 562.000005
Coor Service Management Hold. 8 2.020000 546.000000 14.000000 2.630000 532.000000
Securitas B 6 2.850000 580.080000 10.080000 1.770000 570.000000
Karnov Group 9 0.330000 542.700000 6.700000 1.250000 536.000004
CTEK 13 1.790000 539.500000 5.500000 1.030000 533.999999
Swedbank A 3 0.370000 569.400000 5.400000 0.960000 564.000000
Samhällsbyggnadsbo. i Norden D 12 3.290000 248.880000 2.880000 1.170000 246.000000
Handelsbanken A 5 0.280000 545.500000 -0.500000 -0.090000 546.000000
Creaspac SPAC 6 -0.310000 576.000000 -1.000000 -0.170000 577.000002
Nordea Bank Abp 29 0.050000 3450.420000 -3.580000 -0.100000 3453.999992
Midsona B 63 2.470000 573.930000 -9.070000 -1.560000 582.999984
Essity B 2 -2.220000 564.600000 -9.400000 -1.640000 574.000000
International Petroleum Corp. 5 4.840000 574.500000 -20.070000 -3.380000 594.565215
Essity A 4 -1.910000 1128.000000 -21.000000 -1.830000 1149.000000
Sampo Oyj SDB 7 -1.090000 3801.000000 -49.000000 -1.270000 3850.000000
Vivesto 1368 -0.930000 551.300000 -61.700000 -10.070000 612.999432
Axfood 13 -0.210000 3653.000000 -103.000000 -2.740000 3756.000001
OX2 18 -0.870000 1436.400000 -227.600000 -13.680000 1663.999992
Fasadgruppen Group 35 0.200000 3493.000000 -318.000000 -8.340000 3810.999990
Ovzon 52 1.080000 2912.000000 -450.000000 -13.380000 3361.999992
TOTAL 46523.830000 -364.740000 -1.46229% 46888.564618

Updated:¶

'2023-01-23 17:09:40.540453'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶